Christian Wagner

Christian Wagner

Current appointments

Professor of Finance, WU Vienna University of Economics and Business

Faculty member at the Vienna Graduate School of Finance (VGSF)

Associate member at the FRIC Center for Financial Frictions, Copenhagen Business School

Contact details:

WU Vienna University of Economics and Business

Department of Finance, Accounting and Statistics

Institute for Finance, Banking and Insurance

Welthandelsplatz 1

A-1020 Vienna, Austria

Tel: +43 1 31336 4253

Email: christian.wagner (at) wu.ac.at

Curriculum Vitae:

download CV (pdf)

Working Papers

Margin Requirements and Equity Option Returns, with Steffen Hitzemann, Michael Hofmann, and Marliese Uhrig-Homburg, September 2018.

Debt Refinancing and Equity Returns, with Nils Friewald and Florian Nagler, January 2018.

Exchange Rates and Sovereign Risk, with Pasquale Della Corte, Lucio Sarno, and Maik Schmeling, August 2018.

AEA 2016, Adam Smith Asset Pricing Workshop 2014, EFA 2014, INQUIRE 2014, EWFS 2014

Refereed Journal Publications

Low Risk Anomalies?, with Paul Schneider and Josef Zechner, 2019, Journal of Finance, forthcoming.

What is the Expected Return on a Stock?, with Ian Martin, 2019, Journal of Finance, 74 (4), 1887-1929.

The Economic Value of Predicting Bond Risk Premia, with Lucio Sarno and Paul Schneider, 2016, Journal of Empirical Finance, 37, 247-267.

The Cross-Section of Credit Risk Premia and Equity Returns, with Nils Friewald and Josef Zechner, 2014, Journal of Finance, 69 (6), 2419-2469.

Properties of Foreign Exchange Risk Premiums, with Lucio Sarno and Paul Schneider, 2012, Journal of Financial Economics, 105 (2), 279-310.

Trading the Forward Bias: Are there Limits to Speculation?, with Markus Hochradl, 2010, Journal of International Money and Finance, 29 (3), 423-441.

Other Publications (refereed)

Reforming Minute Reserve Policy in Germany: A Step towards Efficient Markets?, with Margarethe Rammerstorfer, 2009, Energy Policy, 37 (9), 3513-3519.